Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 974885.149 | 830764.6074 | 144120.5416 | 8503618.1544 | 3550562.8438 | 4953055.3107 |
Total P&L (%) | 974.8851 | 830.7646 | 144.1205 | 8503.6182 | 3550.5628 | 4953.0553 |
Avg Daily Profit (%) | 0.5237 | 0.4463 | 0.0774 | 0.2396 | 0.1934 | 0.2109 |
Buy And Hold Return (%) | 136.2446 | 136.2446 | 136.2446 | 136.2446 | 136.2446 | 136.2446 |
Max Trade Drawdown | -88174 | -48511 | -56493 | -7150836 | -4255519 | -4302842 |
Profit Factor | 3.181 | 5.4743 | 1.5515 | 1.5972 | 1.4425 | 1.7969 |
Total Trades | 59 | 30 | 29 | 59 | 30 | 29 |
Winning Trades | 26 | 13 | 13 | 26 | 13 | 13 |
Losing Trades | 33 | 17 | 16 | 33 | 17 | 16 |
Profitability (%) | 44.0678 | 43.3333 | 44.8276 | 44.0678 | 43.3333 | 44.8276 |
Ratio Avg Win / Avg Loss | 4.0374 | 7.1587 | 1.9096 | 2.0272 | 1.8863 | 2.2115 |
Largest Winning Trade | 411715 | 411715 | 75475 | 3439925 | 3439925 | 3331407 |
Largest Losing Trade | -43051 | -26952 | -43051 | -1872073 | -1872073 | -1473603 |
Avg Bars in Trades | 367 | 345 | 390 | 367 | 345 | 390 |
Avg Bars in Winners | 633 | 569 | 698 | 633 | 569 | 698 |
Avg Bars in Losers | 157 | 173 | 139 | 157 | 173 | 139 |
Bars Traded | 21674 | 10360 | 11314 | 21674 | 10360 | 11314 |
Profit Streak | 0 | 0 | 173.2376 | 0 | 0 | 173.2376 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -164923 | 541573 | -235741 | -170419 | 266661 | 375895 |
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# | Side | Entry time | Exit time | Entry price | Exit price | PnL | PnL % (gross) | PnL % (after margin) | Duration | Equity (Compounded 1000) | Equity (Chart Exit) | Δ $ (Chart - Table) | Equity (Fixed 1000) |
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